+64.1%
CNQ vs DG
+23.4%
+40.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.2% |
| 7D | +3.0% | +8.4% | -5.4% | +3.7% |
| 30D | +12.8% | +4.9% | +7.8% | +13.2% |
| 3M | +7.0% | +29.3% | -22.3% | +9.3% |
| 6M | +16.5% | -11.3% | +27.7% | +17.8% |
| YTD | +52.0% | +1.8% | +50.3% | +53.3% |
| 1Y | +64.1% | +25.3% | +38.8% | +65.1% |
| All | +64.1% | +23.4% | +40.7% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling